Modelling the time-varying risk premium by using the Kalman filter : the Euro money market case
autor
vastutusandmed
Fabio Filipozzi
allikas
FindEcon Monograph Series : Advanced in Financial Market Analysis
ilmumiskoht
Lodz
kirjastus/väljaandja
ilmumisaasta
leheküljed
p. 127-140 : ill
seeria-sari
Financial markets : principles of modelling, forecasting, and decision making ; 9
märkused
Bibliogr. p. 139-140
keel
inglise
Filipozzi, F. Modelling the time-varying risk premium by using the Kalman filter : the Euro money market case // FindEcon Monograph Series : Advanced in Financial Market Analysis. Lodz : Lodz University Press, 2011. p. 127-140 : ill. (Financial markets : principles of modelling, forecasting, and decision making ; 9).